+942.5%
CRDO vs USFR
+14.1%
+928.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +2.6% |
| 7D | -4.5% | +0.1% | -4.6% | -2.8% |
| 30D | -39.2% | +0.4% | -39.6% | -36.3% |
| 3M | -38.5% | +1.0% | -39.5% | -29.2% |
| 6M | +40.6% | +2.0% | +38.6% | +76.8% |
| YTD | +13.2% | +2.8% | +10.5% | +51.1% |
| 1Y | +2.3% | +4.1% | -1.8% | +51.1% |
| 3Y | +942.5% | +14.1% | +928.4% | +1,838.2% |
| All | +942.5% | +14.1% | +928.4% | +1,838.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling